A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations

Cites Work

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Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
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Cited In (8)

Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
On operator fractional Lévy motion: integral representations and time-reversibility
On fractional Lévy processes: tempering, sample path properties and stochastic integration
Model verification for Lévy-driven Ornstein-Uhlenbeck processes
Low-frequency estimation of continuous-time moving average Lévy processes
Empirical likelihood methods for discretely observed Gaussian moving averages
A note on parametric estimation of Lévy moving average processes
Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters

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